-6.9%
CHYM vs LPLA
-6.2%
-0.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.2% | +7.1% | +7.0% |
| 7D | +3.4% | -1.5% | +5.0% | +4.1% |
| 30D | +12.0% | -6.0% | +18.0% | +14.7% |
| 3M | +102.4% | +21.4% | +81.0% | +86.1% |
| 6M | +52.7% | +12.1% | +40.6% | +46.0% |
| YTD | +37.3% | -1.8% | +39.1% | +37.9% |
| 1Y | +42.2% | +3.2% | +39.0% | +41.6% |
| All | -6.9% | -6.2% | -0.7% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LPLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling